NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	105.49	106.13	0.64	0.6%	105.76
High	106.53	106.42	-0.11	-0.1%	107.48
Low	104.75	105.59	0.84	0.8%	104.52
Close	106.40	106.21	-0.19	-0.2%	106.94
Range	1.78	0.83	-0.95	-53.4%	2.96
ATR	2.15	2.06	-0.09	-4.4%	0.00
Volume	7,095	8,185	1,090	15.4%	42,525

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.56	108.22	106.67
R3	107.73	107.39	106.44
R2	106.90	106.90	106.36
R1	106.56	106.56	106.29	106.73
PP	106.07	106.07	106.07	106.16
S1	105.73	105.73	106.13	105.90
S2	105.24	105.24	106.06
S3	104.41	104.90	105.98
S4	103.58	104.07	105.75

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.19	114.03	108.57
R3	112.23	111.07	107.75
R2	109.27	109.27	107.48
R1	108.11	108.11	107.21	108.69
PP	106.31	106.31	106.31	106.61
S1	105.15	105.15	106.67	105.73
S2	103.35	103.35	106.40
S3	100.39	102.19	106.13
S4	97.43	99.23	105.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.37	104.75	2.62	2.5%	1.26	1.2%	56%	False	False	8,695
10	107.48	100.65	6.83	6.4%	1.81	1.7%	81%	False	False	7,558
20	109.16	99.41	9.75	9.2%	2.15	2.0%	70%	False	False	8,096
40	109.16	95.00	14.16	13.3%	2.05	1.9%	79%	False	False	9,284

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	109.95
2.618	108.59
1.618	107.76
1.000	107.25
0.618	106.93
HIGH	106.42
0.618	106.10
0.500	106.01
0.382	105.91
LOW	105.59
0.618	105.08
1.000	104.76
1.618	104.25
2.618	103.42
4.250	102.06

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	106.14	106.12
PP	106.07	106.02
S1	106.01	105.93

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These figures are updated between 7pm and 10pm EST after a trading day.

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